I'm assuming you mean a multi-part form where the step graphic changes as you move through the form steps without page reload?

If so, the answer is JavaScript, so the form html changes as you move through the steps.

So for example, if you have a form that has 4 steps; you'd code the 4 steps in HTML and use javascript to show step 1 at the start, and as the next button is pressed you show step 2 and so on.

As you move through you would update the step graphic as appropriate.

How you would best achieve that through code would really depend on the form itself, it's purpose and the actual effects you want to have on the form; i.e. if the form slides, or if it just changes when you click next.